+13,824.1%
MA vs VALE
+306.7%
+13,517.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +1.6% | -4.3% | -3.2% |
| 30D | +1.5% | +5.1% | -3.6% | 0.0% |
| 3M | +20.4% | -0.4% | +20.8% | +20.1% |
| 6M | +11.1% | -2.2% | +13.3% | +10.7% |
| YTD | +2.0% | +20.5% | -18.6% | -4.8% |
| 1Y | -2.2% | +61.2% | -63.3% | -16.1% |
| 3Y | +41.9% | +43.1% | -1.3% | +23.0% |
| 5Y | +75.4% | +34.0% | +41.4% | +47.8% |
| 10Y | +527.5% | +469.7% | +57.9% | +209.9% |
| All | +13,824.1% | +306.7% | +13,517.5% | +5,774.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling